Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52355.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48214.17 Kr¶

PnL: ---------------------------------------> -717.83 Kr¶

DD now: ---------------------------------> -1.439 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:23:57.679706'

Anic Portfolio¶

Today¶

Return: 0.171 %¶

This Week¶

Return: 0.076 %¶

Total portfolio value¶

Return including deposits: 71.399 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -0.830000 2287.250000 108.250000 4.970000 2179.000005
Embracer Group B 26 5.910000 759.460000 97.460000 14.720000 661.999988
BHG Group 49 2.760000 712.460000 73.460000 11.500000 638.999984
Vitrolife 3 0.660000 729.000000 52.000000 7.680000 677.000001
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
Biotage 4 1.140000 640.000000 37.000000 6.140000 603.000000
SynAct Pharma 9 1.360000 670.500000 25.500000 3.950000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 0.250000 711.000000 11.000000 1.570000 699.999999
Sdiptech B 3 0.800000 831.600000 9.600000 1.170000 822.000000
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Latour B 2 -0.090000 444.600000 -4.400000 -0.980000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 0.200000 495.500000 -9.500000 -1.880000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.210000 646.050000 -11.950000 -1.820000 657.999999
Fortnox 10 1.080000 655.800000 -12.200000 -1.830000 668.000000
NCC B 7 -0.700000 640.850000 -13.150000 -2.010000 653.999997
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
Nolato B 12 0.480000 630.000000 -18.000000 -2.780000 648.000000
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
Indutrade 5 0.230000 1302.000000 -18.000000 -1.360000 1320.000000
SCA A 4 -1.640000 576.800000 -22.200000 -3.710000 599.000000
Sedana Medical 135 0.380000 4306.500000 -24.500000 -0.570000 4330.999935
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Investor A 16 -0.050000 3440.000000 -105.000000 -2.960000 3545.000000
Lundin Gold 7 -1.120000 868.000000 -106.000000 -10.880000 973.999999
New Wave B 40 0.060000 3747.600000 -168.400000 -4.300000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48214.170000 -717.830000 -1.43949% 48931.999868

Updated:¶

'2023-06-16 09:24:14.991633'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶